-9.1%
T vs EMB
+5.7%
-14.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +11.4% | -0.3% | +11.7% | +11.3% |
| 3M | +14.3% | -0.4% | +14.7% | +14.1% |
| 6M | -9.3% | +0.1% | -9.4% | -8.2% |
| YTD | +7.1% | +1.6% | +5.5% | +7.6% |
| 1Y | -9.1% | +5.6% | -14.7% | -8.8% |
| All | -9.1% | +5.7% | -14.8% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling